+56.8%
PPL vs NTRA
+482.3%
-425.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +0.5% | +19.5% | -19.0% | -0.1% |
| 3M | +0.7% | +47.8% | -47.1% | -0.4% |
| 6M | -7.6% | +61.6% | -69.2% | -8.7% |
| YTD | +1.8% | +43.3% | -41.4% | +0.8% |
| 1Y | -0.8% | +97.0% | -97.8% | -2.6% |
| All | +56.8% | +482.3% | -425.4% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling